Должностные обязанности

Database Developer

Business Description

The Risk Engine Team within Risk IT is responsible for the calculation and reporting of Risk and P&L data across a wide range of businesses, predominantly Rates, Credit and EM, currently expanding to include Equities amongst others. Our clients include the Front Office who require the valuations to exploit trading opportunities, Transaction Management Group requiring detailed reports about the positions being traded on a daily basis, and downstream groups within our company who need the data for client and regulatory reporting, internal risk management etc.

The team are operates in a very client focussed environment. We are required to react rapidly to business requirements for new functionality from our varied clients whilst maintaining global consistency and stability of the application. This leads to a rewarding balance of short projects rapidly delivering business benefit and longer term strategic development projects. The overall team has recently made several new hires which has introduced a strong culture of innovation and discussion around new technologies, overall architecture and technology direction.

Position Description

RiskEngine is a massively distributed Risk & PnL calculation system running on several thousand CPUs in 5 global locations. The London instance calculates over 120 million valuations per night. Major challenges include continued adoption of new businesses and financial products, maintenance and improvement of performance with ever increasing volumes and ensuring optimal usage of available resources. Hence strong programming skills are essential.

The application is currently undergoing transformation to provide an intraday risk solution and evolve towards a future architecture which will allow a new joiner to show their expertise. 2009/10 will involve considerable replacement / re-engineering of existing components using new technologies so wide technology exposure is a stron